This module allows you to analyze existing cross correlation between AEX Amsterdam and Seoul Comp. You can compare the effects of market volatilities on AEX Amsterdam and Seoul Comp and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in AEX Amsterdam with a short position of Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Seoul Comp.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Seoul Comp
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 0.82 times more return on investment than Seoul Comp. However, AEX Amsterdam is 1.22 times less risky than Seoul Comp. It trades about 0.71 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.19 per unit of risk. If you would invest 55,260 in AEX Amsterdam on May 23, 2018 and sell it today you would earn a total of 517.00 from holding AEX Amsterdam or generate 0.94% return on investment over 30 days.